S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:33.12% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 17.90 | |
| 0.0485 | 21.89 | |
| 0.9406 | 392.25 |
Estimation Period:
Jan 8, 1993 to Mar 13, 2026
Jan 8, 1993 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Nickel Spot Index Analyses
Other GARCH Analyses on Commodities